#pragma warning disable 108
using System;
using System.Runtime.InteropServices;
using System.Collections.Generic;
using Cephei;
using Cephei.Generic;
using Cephei.QL;
using Cephei.QL.Cashflows;
using Cephei.QL.Instruments;
using Cephei.QL.Indexes;
using Cephei.QL.Times;
namespace Cephei.QL.Experimental
{
     // <summary> 
	// ! \warning Most methods inherited from Bond (such as yield or the yield-based dirtyPrice and cleanPrice) refer to the underlying plain-vanilla bond and do not take convertibility and callability into account.
	// </summary>
    [Guid ("75E32466-6829-44dc-9822-6E12C8B2B72F"),ComVisible(true)]
	public interface IConvertibleFloatingRateBond : Cephei.QL.Experimental.IConvertibleBond
	{
		///////////////////////////////////////////////////////////////
        // Methods
        //
    }

    // <summary> 
	// ! \warning Most methods inherited from Bond (such as yield or the yield-based dirtyPrice and cleanPrice) refer to the underlying plain-vanilla bond and do not take convertibility and callability into account. Factory
	// </summary>
   	[ComVisible(true)]
    public interface IConvertibleFloatingRateBond_Factory // : Collection_Factory<IConvertibleFloatingRateBond, ICell<IConvertibleFloatingRateBond>>
    {
        ///////////////////////////////////////////////////////////////
        // Factory methods
        //
        
	    IConvertibleFloatingRateBond Create (Cephei.QL.IExercise exercise, Double conversionRatio, Cephei.IVector<Cephei.QL.Cashflows.IDividend> dividends, Cephei.IVector<Cephei.QL.Instruments.ICallability> callability, Cephei.QL.IQuote creditSpread, DateTime issueDate, UInt32 settlementDays, Cephei.QL.Indexes.IIborIndex index, UInt32 fixingDays, Cephei.IVector<Double> spreads, Cephei.QL.Times.IDayCounter dayCounter, Cephei.QL.Times.ISchedule schedule, Microsoft.FSharp.Core.FSharpOption<Double> redemption, Cephei.QL.IPricingEngine QL_Pricer);
    }
}

